Rules of Thumb for Bank Solvency Stress Testing /

Rules of thumb can be useful in undertaking quick, robust, and readily interpretable bank stress tests. Such rules of thumb are proposed for the behavior of banks' capital ratios and key drivers thereof-primarily credit losses, income, credit growth, and risk weights-in advanced and emerging ec...

全面介紹

書目詳細資料
主要作者: Hardy, Daniel
其他作者: Schmieder, Christian
格式: 雜誌
語言:English
出版: Washington, D.C. : International Monetary Fund, 2013.
叢編:IMF Working Papers; Working Paper ; No. 2013/232
在線閱讀:Full text available on IMF